Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Author:

Briere Marie,Lehalle Charles‐Albert,Nefedova Tamara,Raboun Amine

Publisher

Elsevier BV

Reference12 articles.

1. Performance of institutional trading desks: An analysis of persistence in trading costs;A Anand;The Review of Financial Studies,2011

2. Institutional trading and stock resiliency: Evidence from the 2007-2009 financial crisis;A Anand;Journal of Financial Economics,2013

3. Market impacts and the life cycle of investors orders;E Bacry;Market Microstructure and Liquidity,2015

4. Predicting equity liquidity;W J Breen;Management Science,2002

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